-54.3%
S vs MTB
+93.2%
-147.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | -12.6% | -4.6% | -7.9% | -10.9% |
| 3M | +27.6% | +6.3% | +21.3% | +24.4% |
| 6M | +35.5% | +15.6% | +19.9% | +27.1% |
| YTD | +29.6% | +20.6% | +9.0% | +19.1% |
| 1Y | +8.1% | +22.5% | -14.4% | -1.4% |
| 3Y | +14.8% | +114.4% | -99.7% | -16.0% |
| 5Y | -70.6% | +101.9% | -172.5% | -74.8% |
| All | -54.3% | +93.2% | -147.4% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling